-56.3%
FIG vs REPL
+163.1%
-219.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.2% | +3.1% |
| 7D | -12.6% | +14.2% | -26.8% | -12.9% |
| 30D | -13.8% | +65.9% | -79.6% | -15.0% |
| 3M | -16.7% | +84.6% | -101.3% | -18.2% |
| 6M | -6.1% | +446.9% | -453.0% | -13.5% |
| YTD | -48.1% | +129.0% | -177.1% | -47.9% |
| All | -56.3% | +163.1% | -219.4% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling